Laurion Capital Management LP Q4 2020 Filing

Filed February 12, 2021

Portfolio Value

$12.9B

Holdings

448

Report Date

Q4 2020

Filing Type

13F-HR

All Holdings (448 positions)

#StockSharesValue% PortfolioType
101
LOWLOWES COS INC
106,700$17.1B132.39%Put
102
SYYSYSCO CORP
228,786$17.0B131.34%Put
103
MRKMERCK & CO. INC
207,572$17.0B131.25%Call
104
ABBVABBVIE INC
155,225$16.6B128.57%
105
DYHTARGET CORP
93,023$16.4B126.94%
106
CSCOCISCO SYS INC
347,952$15.6B120.37%Call
107
UAUNDER ARMOUR INC
1,045,951$15.6B120.31%
108
HONHONEYWELL INTL INC
72,000$15.3B118.39%Put
109
KPTIEURKARYOPHARM THERAPEUTICS INC
980,464$15.2B117.33%
110
REYNREYNOLDS CONSUMER PRODS INC
500,000$15.0B116.11%
111
KADMON HLDGS INC
3,613,084$15.0B115.91%
112
USBUS BANCORP DEL
316,600$14.8B114.03%Put
113
TREURTRILLIUM THERAPEUTICS INC
1,000,000$14.7B113.71%
114
HDBHDFC BANK LTD
200,000$14.5B111.72%Put
115
KSUEURKANSAS CITY SOUTHERN
70,037$14.3B110.52%
116
SWTXSPRINGWORKS THERAPEUTICS INC
188,680$13.7B105.77%
117
CICIGNA CORP NEW
62,073$12.9B99.89%Put
118
PPD INC
374,096$12.8B98.96%
119
BPBP PLC
619,671$12.7B98.29%Put
120100,000$12.3B94.96%
121
TAT&T INC
423,708$12.2B94.20%Put
122
CMECME GROUP INC
64,739$11.8B91.11%Call
123
DOYUDOUYU INTL HLDGS LTD
1,064,565$11.8B91.02%
124
GBTUSDGLOBAL BLOOD THERAPEUTICS IN
268,846$11.6B90.01%
125
TBPHTHERAVANCE BIOPHARMA INC
641,235$11.4B88.09%
126
WYNNWYNN RESORTS LTD
100,991$11.4B88.08%Put
127
PYPLPAYPAL HLDGS INC
47,622$11.2B86.22%Put
128
MOALTRIA GROUP INC
258,420$10.6B81.90%Put
129
HLTHILTON WORLDWIDE HLDGS INC
95,174$10.6B81.86%
130
CMCSACOMCAST CORP NEW
194,878$10.2B78.94%Call
131
BMY-RBRISTOL-MYERS SQUIBB CO
79,763,520$10.1B78.12%
132
UNHUNITEDHEALTH GROUP INC
27,983$9.8B75.86%
133
SESEA LTD
48,200$9.6B74.16%Put
134
AZOAUTOZONE INC
7,972$9.4B73.05%Put
135
ETSYETSY INC
51,900$9.2B71.37%Put
136
GOOGALPHABET INC
5,190$9.1B70.28%
137
PDD 0 12/01/25PINDUODUO INC
7,000,000$8.7B66.95%
138
SPTSPROUT SOCIAL INC
176,000$8.0B61.78%
139
AALAMERICAN AIRLS GROUP INC
500,000$7.9B60.95%Put
140
IQIQIYI INC
450,000$7.9B60.81%
141
VISNCOMMSCOPE HLDG CO INC
570,000$7.6B59.04%Call
142
ABNBAIRBNB INC
50,000$7.3B56.74%
143
SBUXSTARBUCKS CORP
62,869$6.7B51.99%Put
144
PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR
6,000,000$6.4B49.40%
145
SCHWSCHWAB CHARLES CORP
120,000$6.4B49.20%Put
146
1LIFE HEALTHCARE INC
145,297$6.3B49.03%
147
AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC
5,000,000$6.3B48.75%
148
KOCOCA COLA CO
108,935$6.0B46.18%
149
HCATHEALTH CATALYST INC
136,318$5.9B45.87%
150
JAZZJAZZ PHARMACEUTICALS PLC
34,823$5.7B44.43%
151
JNJJOHNSON & JOHNSON
35,924$5.7B43.71%
152
GEGENERAL ELECTRIC CO
522,100$5.6B43.59%Put
153
STZCONSTELLATION BRANDS INC
25,662$5.6B43.45%
154
PANWPALO ALTO NETWORKS INC
15,300$5.4B42.04%Put
155
MDTMEDTRONIC PLC
46,360$5.4B41.98%Call
156
ATNXEURATHENEX INC
481,193$5.3B41.14%
157
4I1PHILIP MORRIS INTL INC
64,175$5.3B41.07%
158
SWAVUSDSHOCKWAVE MED INC
49,682$5.2B39.83%
159
ION ACQUISITION CORP 1 LTD
425,000$5.1B39.69%
160
FREQUENCY THERAPEUTICS INC
145,367$5.1B39.63%
161
CVSCVS HEALTH CORP
74,206$5.1B39.18%
162
AM6AMICUS THERAPEUTICS INC
218,531$5.0B39.01%
163
ZEN1EURZENDESK INC
35,191$5.0B38.94%
164
S9QSPIRIT AEROSYSTEMS HLDGS INC
128,320$5.0B38.78%
165
SABRSABRE CORP
416,493$5.0B38.70%
166
DDOGDATADOG INC
50,683$5.0B38.57%
167
STNESTONECO LTD
59,385$5.0B38.53%
168
HUBSHUBSPOT INC
12,560$5.0B38.49%
169
DEDEERE & CO
18,300$4.9B38.06%Put
170
DISHDISH NETWORK CORPORATION
152,193$4.9B38.05%
171
MRVIMARAVAI LIFESCIENCES HLDGS I
175,000$4.9B37.95%
172
TXG10X GENOMICS INC
34,042$4.8B37.26%
173
OKTAOKTA INC
18,400$4.7B36.16%Put
174
EAELECTRONIC ARTS INC
31,000$4.5B34.42%
175
SJMSMUCKER J M CO
37,146$4.3B33.19%
176
NANTHEALTH INC
4,500,000$4.2B32.80%
177
ORGOORGANOGENESIS HLDGS INC
562,980$4.2B32.77%
178
DVNDEVON ENERGY CORP NEW
266,400$4.2B32.56%
179
AIC3 AI INC
30,000$4.2B32.18%
180
OLLIOLLIES BARGAIN OUTLET HLDGS
50,000$4.1B31.61%
181
BAXBAXTER INTL INC
50,000$4.0B31.01%Put
182
THERAPEUTICSMD INC
3,311,125$4.0B30.97%
183
CCCCC4 THERAPEUTICS INC
109,600$3.6B28.07%
184
QTRXQUANTERIX CORP
74,576$3.5B26.81%
185
TXNTEXAS INSTRS INC
20,600$3.4B26.14%Put
186
TMETENCENT MUSIC ENTMT GROUP
175,000$3.4B26.03%
187
ALSALLSTATE CORP
30,445$3.3B25.87%
188
CMPSCOMPASS PATHWAYS PLC
70,000$3.3B25.78%
189
ACACIA COMMUNICATIONS INC
45,176$3.3B25.48%
190
SHCSOTERA HEALTH CO
120,000$3.3B25.46%
191
ORICORIC PHARMACEUTICALS INC
96,536$3.3B25.26%
192
NTRSNORTHERN TR CORP
34,941$3.3B25.16%
193
XPEVXPENG INC
75,941$3.3B25.15%
194
WMWASTE MGMT INC DEL
27,419$3.2B24.99%
195
RHRH
7,202$3.2B24.91%Put
196
AXPAMERICAN EXPRESS CO
25,929$3.1B24.23%Call
197
CLDNEUREIGER BIOPHARMACEUTICALS INC
251,961$3.1B23.94%
198
HASHASBRO INC
32,772$3.1B23.70%
199
BRK/BBERKSHIRE HATHAWAY INC DEL
13,183$3.1B23.63%
200
STEPSTEPSTONE GROUP INC
75,000$3.0B23.07%
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